Anic Equity¶

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Total return since start: 0.564 %¶

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Equity now: -----------------------------> 47774.07 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46379.18 Kr¶

PnL: ---------------------------------------> -509.39 Kr¶

DD now: ---------------------------------> -1.76 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-17 15:51:26.106874'

Anic Portfolio¶

Today¶

Return: -0.542 %¶

This Week¶

Return: 0.506 %¶

Total¶

Return: 56.4 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -1.440000 2870.000000 234.000000 8.880000 2636.000010
Beijer Electronics Group 26 -0.820000 3130.400000 159.400000 5.370000 2971.000006
Corem Property Group B 59 -4.900000 653.130000 76.130000 13.190000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -6.580000 428.600000 73.600000 20.730000 355.000000
Boozt 12 0.070000 1695.600000 41.600000 2.520000 1653.999996
HMS Networks 2 -0.450000 714.000000 41.000000 6.090000 673.000000
SAAB B 8 2.210000 3404.800000 27.800000 0.820000 3377.000000
OEM International B 7 0.770000 553.000000 25.000000 4.730000 527.999997
Fastighetsbolag. Emilshus Pref 21 0.000000 581.700000 19.700000 3.510000 562.000005
MedCap 2 0.000000 440.000000 19.000000 4.510000 421.000000
Intrum 4 -0.110000 545.200000 18.200000 3.450000 527.000000
Essity A 4 -0.170000 1162.000000 13.000000 1.130000 1149.000000
Karnov Group 9 -0.490000 549.000000 13.000000 2.430000 536.000004
Coor Service Management Hold. 8 -0.950000 544.400000 12.400000 2.330000 532.000000
Eastnine 4 -0.470000 503.200000 12.200000 2.480000 491.000000
Samhällsbyggnadsbo. i Norden D 12 -4.890000 256.800000 10.800000 4.390000 246.000000
Essity B 2 -0.100000 582.200000 8.200000 1.430000 574.000000
Midsona B 63 -3.520000 587.790000 4.790000 0.820000 582.999984
AcadeMedia 12 -0.510000 561.120000 4.120000 0.740000 557.000004
Resurs Holding 22 -1.840000 575.080000 1.080000 0.190000 573.999998
Creaspac SPAC 6 -0.100000 577.800000 0.800000 0.140000 577.000002
FM Mattsson Mora Group B 50 -1.520000 2925.000000 -2.000000 -0.070000 2927.000000
Nordea Bank Abp 29 -0.480000 3451.580000 -2.420000 -0.070000 3453.999992
Securitas B 6 -0.530000 567.120000 -2.880000 -0.510000 570.000000
Handelsbanken A 5 -1.230000 542.750000 -3.250000 -0.600000 546.000000
Swedbank A 3 -0.640000 560.250000 -3.750000 -0.660000 564.000000
Norva24 Group 16 -2.770000 538.560000 -4.440000 -0.820000 543.000000
CTEK 13 -3.100000 524.810000 -9.190000 -1.720000 533.999999
International Petroleum Corp. 5 2.060000 546.000000 -48.570000 -8.170000 594.565215
Vivesto 1368 1.590000 558.690000 -54.310000 -8.860000 612.999432
Sampo Oyj SDB 7 -0.090000 3790.500000 -59.500000 -1.550000 3850.000000
OX2 18 0.120000 1504.800000 -159.200000 -9.570000 1663.999992
Axfood 13 0.180000 3586.700000 -169.300000 -4.510000 3756.000001
Fasadgruppen Group 35 1.020000 3465.000000 -346.000000 -9.080000 3810.999990
Ovzon 52 -3.630000 2901.600000 -460.400000 -13.690000 3361.999992
TOTAL 46379.180000 -509.390000 -1.75986% 46888.564618

Updated:¶

'2023-01-17 15:51:38.496228'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶